+146.4%
SHOP vs DECK
-13.4%
+159.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +4.0% |
| 7D | -5.4% | +5.8% | -11.2% | -7.3% |
| 30D | -10.3% | +7.9% | -18.2% | -12.8% |
| 3M | +1.0% | -11.4% | +12.4% | +5.4% |
| 6M | +41.2% | -16.6% | +57.8% | +50.4% |
| YTD | -7.5% | -16.4% | +8.9% | -3.4% |
| 1Y | -4.6% | +8.6% | -13.2% | -11.3% |
| 3Y | +146.4% | -15.1% | +161.5% | +137.0% |
| All | +146.4% | -13.4% | +159.8% | +137.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DECK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling